Risk measure modelling (CROSBI ID 534269)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Crnjac Milić, Dominika
engleski
Risk measure modelling
As a phenomenon, risk represents a latent quantity of money or equivalent values needed as a guarantee. We would like to model in some essential way the approach to potential loss caused by various agents. If the interest focuses on security, it is necessary to determine a limit. The aim of this paper is to refer to relevant literature and show how measure theory can be built as a mathematical discipline into economic theory providing thereby risk managers with a tool by means of which they will be able to link mathematical and economic thought.
measure ; risk measures ; moments ; random variable ; probability ; approximation ;
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Podaci o prilogu
241-249.
2007.
objavljeno
Podaci o matičnoj publikaciji
Interdisciplinary management research III
Brković, Dražen ; Runzheimer, Bodo
Osijek: Ekonomski fakultet Sveučilišta Josipa Jurja Strossmayera u Osijeku
978-953-253-026-1
Podaci o skupu
Nepoznat skup
predavanje
29.02.1904-29.02.2096